PREVIEW / futures_30min / 2020-07-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-05.parquet
  size:    26 KB
  rows:    684

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-07-05 18:00:00	ES	Futures	3486.36	3497.25	3486.36	3493.89	9396.0
2020-07-05 18:30:00	ES	Futures	3494.17	3500.6	3494.17	3499.48	5004.0
2020-07-05 19:00:00	ES	Futures	3499.48	3501.16	3495.85	3499.2	4217.0
2020-07-05 19:30:00	ES	Futures	3499.48	3503.67	3497.53	3501.71	5021.0
2020-07-05 20:00:00	ES	Futures	3501.99	3505.9	3500.88	3504.23	6975.0
2020-07-05 20:30:00	ES	Futures	3504.51	3508.69	3501.99	3507.86	5398.0
2020-07-05 21:00:00	ES	Futures	3507.86	3517.35	3507.86	3517.35	12341.0
2020-07-05 21:30:00	ES	Futures	3517.07	3524.61	3517.07	3521.26	14344.0
2020-07-05 22:00:00	ES	Futures	3521.26	3528.52	3520.98	3522.66	10204.0
2020-07-05 22:30:00	ES	Futures	3522.66	3526.57	3520.14	3526.29	5500.0
2020-07-05 23:00:00	ES	Futures	3526.29	3528.24	3523.49	3524.33	6358.0
2020-07-05 23:30:00	ES	Futures	3524.33	3538.02	3524.33	3535.22	11452.0
2020-07-05 18:00:00	NQ	Futures	11968.81	12010.45	11962.16	12006.98	2575.0
2020-07-05 18:30:00	NQ	Futures	12006.69	12027.22	12006.4	12015.37	2091.0
2020-07-05 19:00:00	NQ	Futures	12015.95	12022.89	12007.27	12022.02	1316.0
2020-07-05 19:30:00	NQ	Futures	12021.73	12029.54	12017.1	12022.02	1601.0
2020-07-05 20:00:00	NQ	Futures	12022.02	12034.16	12019.71	12030.41	2163.0
2020-07-05 20:30:00	NQ	Futures	12030.69	12052.09	12024.62	12050.94	2455.0
2020-07-05 21:00:00	NQ	Futures	12051.23	12083.04	12051.23	12081.88	5139.0
2020-07-05 21:30:00	NQ	Futures	12081.59	12115.71	12081.01	12102.7	5781.0
2020-07-05 22:00:00	NQ	Futures	12102.99	12129.59	12102.41	12111.09	3637.0
2020-07-05 22:30:00	NQ	Futures	12111.09	12121.21	12103.28	12118.32	1724.0
2020-07-05 23:00:00	NQ	Futures	12119.18	12126.12	12110.22	12113.69	1682.0
2020-07-05 23:30:00	NQ	Futures	12113.11	12145.5	12113.11	12135.09	2707.0
2020-07-05 18:00:00	YM	Futures	28287.2	28381.9	28251.9	28364.3	1338.0
2020-07-05 18:30:00	YM	Futures	28364.3	28432.5	28364.3	28406.1	1118.0
2020-07-05 19:00:00	YM	Futures	28405.0	28418.2	28370.9	28410.5	725.0
2020-07-05 19:30:00	YM	Futures	28411.6	28460.1	28380.8	28436.9	1257.0
2020-07-05 20:00:00	YM	Futures	28438.0	28487.6	28429.2	28463.4	1192.0
2020-07-05 20:30:00	YM	Futures	28466.7	28496.4	28440.2	28495.3	1086.0
2020-07-05 21:00:00	YM	Futures	28495.3	28577.9	28495.3	28576.8	2403.0
2020-07-05 21:30:00	YM	Futures	28579.0	28642.9	28568.0	28604.3	3483.0
2020-07-05 22:00:00	YM	Futures	28608.7	28670.4	28607.6	28617.5	2305.0
2020-07-05 22:30:00	YM	Futures	28617.5	28656.1	28596.6	28651.7	1218.0
2020-07-05 23:00:00	YM	Futures	28652.8	28680.3	28630.7	28639.6	1432.0
2020-07-05 23:30:00	YM	Futures	28642.9	28773.9	28642.9	28749.7	2833.0
2020-07-05 18:00:00	CL	Futures	28.28	28.39	28.2	28.35	1656.0
2020-07-05 18:30:00	CL	Futures	28.35	28.43	28.33	28.4	759.0
2020-07-05 19:00:00	CL	Futures	28.4	28.42	28.29	28.32	957.0
2020-07-05 19:30:00	CL	Futures	28.32	28.38	28.28	28.33	952.0
2020-07-05 20:00:00	CL	Futures	28.33	28.38	28.3	28.33	853.0
2020-07-05 20:30:00	CL	Futures	28.33	28.34	28.26	28.33	845.0
2020-07-05 21:00:00	CL	Futures	28.33	28.37	28.24	28.3	2063.0
2020-07-05 21:30:00	CL	Futures	28.3	28.38	28.28	28.33	1785.0
2020-07-05 22:00:00	CL	Futures	28.33	28.37	28.28	28.29	1139.0
2020-07-05 22:30:00	CL	Futures	28.3	28.36	28.28	28.34	819.0
2020-07-05 23:00:00	CL	Futures	28.34	28.36	28.31	28.31	724.0
2020-07-05 23:30:00	CL	Futures	28.32	28.44	28.31	28.42	1763.0
2020-07-05 18:00:00	GC	Futures	2206.1	2208.3	2204.0	2206.1	979.0
2020-07-05 18:30:00	GC	Futures	2206.1	2207.2	2205.9	2206.4	373.0

> showing 50 of 684 rows — these rows as CSV

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